Mahalanobis Distance – Understanding the math with examples (python)
Mahalanobis distance is an effective multivariate distance metric that measures the distance between a point and a distribution. It is an extremely useful metric having, excellent applications in multivariate anomaly detection, classification on highly imbalanced datasets and one-class classification. This post explains the intuition and the math with practical examples on three machine learning use … Continue reading Mahalanobis Distance – Understanding the math with examples (python)
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